Can Only Kill Part Of Him: Fighting a Shadow. Similar to Regeneration/Regrowth/Resurrection, but basically the whatsit that you were fighting was just its... "representation" in the same world. Killing its body in this dimensional plane is a mild setback... if at all, as it can grow that back very quickly or replaced. Technically not that different from Resurrection except for semantics. Usually applies to gods, demons, and Cosmic Horror.

The Proxy: Another example of Fighting a Shadow, but differing in that the individual in question is very much present in the world and very much capable of dying through conventional means. They usually make use of other bodies or identities in order to conceal themselves and reduce the risk of death or injury through direct contact. The proxy could take the form of a remote-control robot, a cloned flesh puppet, or a victim of mind control or possession, and is usually killable. If the proxy is encountered often enough, it can give the semblance of invulnerability.

External Repair/Spare Body Parts: Like regeneration and/or regrowth, but external, most common with machines but occasionally works for the undead or supernatural foes. Chop off an arm? Meh, if it's too damaged to reattach, no big deal: it's replaceable. Blown into tiny chunks? Allies or drones will show up and rebuild. In some cases, they can modify themselves, or even abandon their body entirely after building a new one to transfer into, or, if they're Made Of Air underneath it, choosing a new one to possess.

Multiple Bodies: The classic power of the Hive Mind. Killing one body is irrelevant; at worst, it will reduce it's cognitive abilities; more often, though, the only way to kill him is to kill all of him, as even one survivor may be able to recreate a whole new army of selves.

Extreme Luck: The part where the clumsy hero/heroine can dodge everything just because of extreme luck. The only problem is if the extreme luck is unwieldy.